-22.3%
AKAM vs SFM
+109.4%
-131.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.5% | +0.1% | +3.2% |
| 7D | +0.9% | -7.1% | +7.9% | +1.6% |
| 30D | -14.7% | -21.4% | +6.7% | -12.9% |
| 3M | -25.7% | -40.1% | +14.4% | -21.6% |
| 6M | -43.4% | -38.0% | -5.3% | -40.9% |
| YTD | -0.7% | -36.5% | +35.9% | +2.6% |
| 1Y | -4.3% | -35.2% | +30.9% | -1.7% |
| 3Y | -21.7% | +23.5% | -45.2% | -25.6% |
| All | -22.3% | +109.4% | -131.6% | -31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SFM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling